+47.4%
JHX vs XME
+5.2%
+42.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.8% |
| 7D | +13.3% | -5.5% | +18.7% | +16.5% |
| 30D | +17.1% | -11.1% | +28.3% | +24.3% |
| 3M | +4.1% | -11.1% | +15.2% | +10.1% |
| 6M | +48.5% | -18.0% | +66.5% | +62.6% |
| YTD | +42.3% | -7.4% | +49.6% | +48.2% |
| 1Y | +47.4% | +6.7% | +40.7% | +45.8% |
| All | +47.4% | +5.2% | +42.2% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling